That's a very interesting question @dexterdev. Some individuals with depression show a loss of appetite while others eat a lot and gain weight. I was thinking about it while writing the article. Though I avoided getting into it as picture is not very clear. There are some correlative biomarker and neuroimaging studies on the topic but not much of a mechanistic insight (or at least I am not aware of it at the moment).

However there can be certain plausible explanations for these. We can start with looking at microbiome. Because microbiome can affect our metabolism and appetite it is worth looking at how it differs between those who eat more during depressive disorder vs those who don't. In fact it was shown this month by Martin et al that gut microbiome can influence serotonin synthesis in the gut itself and hence the glucose metabolism, as well. Glucose metabolism will have profound effects on hunger I am guessing.

Then, there is this whole loop of how serotonin makes you feel about food. Since serotonin is synthesized from tryptophan and tryptophan in brain can be regulated by sugar; it is possible that serotonin pathway on these two different depression related appetite states may explain the difference. For instance those who have really low serotonin levels may crave chocolates and cakes, while those who have normal tryptophan/serotonin levels may not. Then inflammation also affects the adipose tissue and hypothalamus. Researchers have found a difference in leptin levels within those with increased vs decreased hunger (Mills et al., 2018). In mice it has been shown that inflammation in hypothalamus can change the expression of leptin receptors and overall affects satiety.
There is also a difference in insulin resistance and cortisol levels between those feel more hungry vs less (Simmons et al., 2018). Hinting towards a distinct stress and metabolic states between two depressive subgroups.

As far as reward pathways are concerned fMRI data reveals that in those with increased appetite some of the rewards pathways may still fire for food. However, they also show differences in how a brain region insula is activated. This region is implicated in perception of disgust and pleasantness to food (Simmons 2016).

Another place to distinguish the two groups could be genetics and epigenetics programming differences in them. I will look into this if anybody has studied it or not.

I am also curious about knowing if the severity of depression could explain the differences in appetite. Like do those with milder depression score eat more compared to those with scoring really high. Maybe @abigail-dantes or someone with deeper knowledge of psychology can tell us how appetite changes with severity of disease, if it does at all.